The author strongly recommends that you use an IDE with Kotlin support, as the static typing allows an IDE to do reliable navigation and code completion. I recommend IntelliJ IDEA, which is built by the same company that created Kotlin. The Community Edition is free; see instructions for getting started (it comes bundled with Kotlin, and you can run your program from the IDE).

If you insist on using a plain editor and the command line, see these instructions instead. In short, you need to compile your Kotlin code before running it. Assuming that your Kotlin file is called program.kt:

kotlinc program.kt -include-runtime -d program.jar

By default, Kotlin compiles down to Java (so you have the entire Java Standard Library available to you, and interacting with Java libraries is a breeze), so you now have a Java Archive (program.jar) which includes the Java libraries that are necessary to support the Kotlin features (thanks to -include-runtime), and you can run it using an out-of-the-box Java runtime: